Data: mat/Disasters_norm.mat
T = 522 
k =   6 
MLEs with Hessian-based SEs 
xsi_mle = 0.9971 (0.1011) 
sigma_mle = 0.8688 (0.1148) 
mu_mle = 0.9048 (0.0678) 
MLEs of lambda and Psi with tau = 1 
      Lambda:   0.90 
      Psi:   0.96 
MLEs 90th quantile of GEV:   8.25 
95 percent CI for Xsi:   0.80 to   1.22 
95 percent CI for 90th GEV quantile:   6.68 to  10.61 
Some Test Statistics (5 percent CVs are 1.0) 
   Test that mu = sigma/xsi:   0.01 
   Test that mu = sigma/xsi and xsi = 1:   0.02 
   Test for constant parameters (Nyblom)    4.24 
